有输入的广义线性开关系统的随机实现理论：分解为随机和确定成分以及创新形式的存在性和唯一性

IF 2.4 Q2 AUTOMATION & CONTROL SYSTEMS

IEEE Control Systems Letters Pub Date : 2024-06-19 DOI:10.1109/LCSYS.2024.3417189

Elie Rouphael;Manas Mejari;Mihaly Petreczky;Lotfi Belkoura

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引用次数: 0

摘要

我们研究了一类随机广义线性开关系统（GLSS），其中包括跳跃-马尔科夫系统、片断线性系统和线性参数变化（LPV）系统的子类。我们证明，此类系统的输出可以分解为确定性和随机性两部分。利用这种分解，我们证明了创新形式的状态空间表示的存在，并为这种表示的最小性和同构唯一性提供了充分条件。

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Toward Stochastic Realization Theory for Generalized Linear Switched Systems With Inputs: Decomposition Into Stochastic and Deterministic Components and Existence and Uniqueness of Innovation Form

We study a class of stochastic Generalized Linear Switched System (GLSS), which includes subclasses of jump-Markov, piecewise-linear and Linear Parameter-Varying (LPV) systems. We prove that the output of such systems can be decomposed into deterministic and stochastic components. Using this decomposition, we show existence of state-space representation in innovation form, and we provide sufficient conditions for such representations to be minimal and unique up to isomorphism.

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来源期刊

IEEE Control Systems Letters Mathematics-Control and Optimization

CiteScore

4.40

自引率

13.30%

发文量

471